Pre-Market IV Report January 6, 2023

Market Rebellion

This article was last updated on 01/06/2023.

Pre-Market IV Report January 6, 2023

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information

Options with increasing option implied volatility: SNAP BBBY SI AUPH BILL FUTU META ALGN GRPO CLX UPS BKLN DADA BILL PRVB TUR APP IVR COTY

Stocks expected to have increasing option volume: BBBY WWE GME AMC CNVA MSTR COIN SI

Option IV into December Employment report

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 40 into December employment report.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 22; compared to its 52-week range of 15 to 56 into December employment report.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 57; compared to its 52-week range of 39 to 91. Call put ratio 1 call to 1 put into December employment report.

Option Movers

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 56; compared to its 52-week range of 48 to 93. Call put ratio 1 call to 1.6 puts as shares near 30-month low.

Datadog, Inc. (DDOG) 30-day option implied volatility is at 71; compared to its 52-week range of 55 to 100 as shares near 30-month low.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 239; compared to its 52-week range of 81 to 325 into after warns it may file for bankruptcy, WSJ says.

Carvana Co. (CVNA) 30-day option implied volatility is at 181; compared to its 52-week range of 66 to 215.

GameStop (GME) 30-day option implied volatility is at 109; compared to its 52-week range of 87 to 157.

AMC Entertainment (AMC) 30-day option implied volatility is at 147; compared to its 52-week range of 100 to 437.

Target (TGT) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 52.

World Wrestling Entertainment (WWE) 30-day option implied volatility is at 32; compared to its 52-week range of 27 to 79 into WWE controlling shareholder Vince McMahon takes strategic actions. Call put ratio 1.3 calls to 1 put.

Acer Therapeutics (ACER) 30-day option implied volatility is at 126; compared to its 52-week range of 20 to 166 into PDUFA date from the regulatory agency of January 15, 2023. Call put ratio 3.2 calls to 1 put.

Options with decreasing option implied volatility: PSNY COUP CAG
Increasing unusual option volume: BBD WB NVCR INVH GRPN IQ
Increasing unusual call option volume: NVCR WB BBD ITB CNK IQ GRPN XRX
Increasing unusual put option volume: XP INVH NVCR GERN BHC URBN NU STEM ARRY NOG
Popular stocks increasing options volume: BABA BBBY SI F COIN WBD NIO AAL MU IQ
Active options: TSLA AAPL AMZN MSFT NVDA BABA BBBY NFLX META SI AMD F COIN GOOGL WBD NIO AAL MULN MU IQ
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $73.50, natural gas down 2%, gold at $1839

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